Limit theorems in the context of multivariate long-range dependence (Q2196372)
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scientific article
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| English | Limit theorems in the context of multivariate long-range dependence |
scientific article |
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Limit theorems in the context of multivariate long-range dependence (English)
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2 September 2020
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long-range dependence
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multivariate time series
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linear processes
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sample autocovariances
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functional central limit theorem
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operator self-similar processes
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0.8745350241661072
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0.8725117444992065
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0.8116618990898132
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0.8116618990898132
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0.8102376461029053
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